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20082023
most citedSLOPE - Adaptive variable selection via convex optimization

291 citations · 936 across the 29 of their papers we have counts for

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9 papers · 1 filter

math.ST2023

Weak pattern convergence for SLOPE and its robust versions

Ivan Hejný, Jonas Wallin, Małgorzata Bogdan

The Sorted L-One Estimator (SLOPE) is a popular regularization method in regression, which induces clustering of the estimated coefficients. That is, the estimator can have coeffic…

math.ST2022

Pattern recovery by SLOPE

Małgorzata Bogdan, Xavier Dupuis, Piotr Graczyk +4

SLOPE is a popular method for dimensionality reduction in the high-dimensional regression. Indeed some regression coefficient estimates of SLOPE can be null (sparsity) or can be eq…

math.ST2020★ 2 cited

A Power Analysis for Model-X Knockoffs with -Regularized Statistics

Asaf Weinstein, Weijie J. Su, Małgorzata Bogdan +2

Variable selection properties of procedures utilizing penalized-likelihood estimates is a central topic in the study of high dimensional linear regression problems. Existing litera…

math.ST2019

On the asymptotic properties of SLOPE

Michał Kos, Małgorzata Bogdan

Sorted L-One Penalized Estimator (SLOPE) is a relatively new convex optimization procedure for selecting predictors in large data bases. Contrary to LASSO, SLOPE has been proved to…

math.ST2015

Group SLOPE - adaptive selection of groups of predictors

Damian Brzyski, Weijie Su, Małgorzata Bogdan

Sorted L-One Penalized Estimation is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we…

math.ST2015★ 17 cited

False Discoveries Occur Early on the Lasso Path

Weijie Su, Malgorzata Bogdan, Emmanuel Candes

In regression settings where explanatory variables have very low correlations and there are relatively few effects, each of large magnitude, we expect the Lasso to find the importa…